+228.7%
HL vs IWF
+73.7%
+155.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.9% |
| 7D | -4.4% | -0.9% | -3.4% | -3.6% |
| 30D | +9.3% | -1.7% | +11.0% | +11.1% |
| 3M | +32.0% | +0.7% | +31.3% | +31.8% |
| 6M | -6.4% | +8.6% | -15.0% | -11.3% |
| YTD | +3.1% | +3.5% | -0.4% | +1.7% |
| 1Y | +77.6% | +7.0% | +70.5% | +71.2% |
| 3Y | +392.8% | +76.3% | +316.5% | +220.7% |
| All | +228.7% | +73.7% | +155.0% | +91.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IWF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling